Executive Director
CurrentGlobal Risk and Analysis, Executive Director (2022- Present), Vice President (2015- 2021)• Analyze ex-ante tracking error and VaR for alternatives portfolios investing in equities, fixed income, hedge funds, private equity, real estate, currencies and commodities• Manage a portfolio of derivatives to hedge the equity market risk, interest rate risk, credit risk and FX risk of the firm’s seed capital investments• Present updates to senior management on portfolio positioning, performance and risk• Collaborate with portfolio managers on client requests and write risk commentary• Conduct stress testing for historical and macroeconomic scenarios• Assess liquidity risk of portfolios and set relevant derivatives limitsGlobal Portfolio Analysis and Reporting, Vice President (2015); Senior Associate (2013- 2014); Associate (2011- 2012)• Analyzed performance attribution and portfolio characteristics for equity and fixed income funds• Wrote commentary on positioning and performance of funds and presented to senior management• Researched competitor ranks and industry trends using Lipper, Morningstar and eVestment databases • Prepared Requests for Proposals with marketing and completed client requests with portfolio managers
